After the success of No!, TMBG released this 48 page book containing 4 bedtime stories, illustrated by Marcel Dzama. The short stories were written to the lyrics of the songs included on the accompanying 4-song CD.

According to an article in the Riverfront Times, Bed, Bed, Bed is the most stolen book in the St. Louis bookstore Subterranean Books. "I have no idea why," says owner Kelly von Plonski. "I wouldn't think They Might Be Giants fans would normally be thieves."